+40.1%
PYPL vs GRMN
+677.8%
-637.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.5% | -1.4% |
| 7D | -2.3% | +2.4% | -4.7% | -3.5% |
| 30D | -9.0% | -8.5% | -0.6% | -4.8% |
| 3M | +30.6% | +19.5% | +11.1% | +17.4% |
| 6M | +18.6% | +21.2% | -2.6% | +5.3% |
| YTD | -7.2% | +41.0% | -48.2% | -24.4% |
| 1Y | -19.3% | +19.6% | -38.8% | -28.3% |
| 3Y | -12.3% | +183.8% | -196.1% | -56.5% |
| 5Y | -80.9% | +83.0% | -163.9% | -87.8% |
| All | +40.1% | +677.8% | -637.7% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GRMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling